-81.1%
QMCO vs VT
+226.9%
-307.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.1% | -3.5% |
| 7D | -5.2% | -2.0% | -3.2% | -1.8% |
| 30D | +18.7% | -1.4% | +20.1% | +22.2% |
| 3M | +82.9% | +4.7% | +78.2% | +70.2% |
| 6M | +317.2% | +11.4% | +305.9% | +262.1% |
| YTD | +257.1% | +13.1% | +244.0% | +207.2% |
| 1Y | +168.7% | +19.0% | +149.7% | +115.0% |
| 3Y | +77.2% | +73.9% | +3.2% | -20.6% |
| 5Y | -78.1% | +65.4% | -143.5% | -88.8% |
| All | -81.1% | +226.9% | -307.9% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling